CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 08-Sep-2025
Day Change Summary
Previous Current
05-Sep-2025 08-Sep-2025 Change Change % Previous Week
Open 2,397.4 2,406.4 9.0 0.4% 2,390.4
High 2,431.7 2,422.2 -9.5 -0.4% 2,431.7
Low 2,383.7 2,397.6 13.9 0.6% 2,344.5
Close 2,411.3 2,416.0 4.7 0.2% 2,411.3
Range 48.0 24.6 -23.4 -48.8% 87.2
ATR 38.3 37.3 -1.0 -2.6% 0.0
Volume 2,537 3,449 912 35.9% 5,519
Daily Pivots for day following 08-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,485.7 2,475.5 2,429.5
R3 2,461.1 2,450.9 2,422.8
R2 2,436.5 2,436.5 2,420.5
R1 2,426.3 2,426.3 2,418.3 2,431.4
PP 2,411.9 2,411.9 2,411.9 2,414.5
S1 2,401.7 2,401.7 2,413.7 2,406.8
S2 2,387.3 2,387.3 2,411.5
S3 2,362.7 2,377.1 2,409.2
S4 2,338.1 2,352.5 2,402.5
Weekly Pivots for week ending 05-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,657.4 2,621.6 2,459.3
R3 2,570.2 2,534.4 2,435.3
R2 2,483.0 2,483.0 2,427.3
R1 2,447.2 2,447.2 2,419.3 2,465.1
PP 2,395.8 2,395.8 2,395.8 2,404.8
S1 2,360.0 2,360.0 2,403.3 2,377.9
S2 2,308.6 2,308.6 2,395.3
S3 2,221.4 2,272.8 2,387.3
S4 2,134.2 2,185.6 2,363.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,431.7 2,344.5 87.2 3.6% 37.2 1.5% 82% False False 1,793
10 2,431.7 2,344.5 87.2 3.6% 33.3 1.4% 82% False False 1,134
20 2,431.7 2,237.2 194.5 8.1% 38.1 1.6% 92% False False 738
40 2,431.7 2,163.1 268.6 11.1% 38.4 1.6% 94% False False 463
60 2,431.7 2,109.1 322.6 13.4% 36.8 1.5% 95% False False 337
80 2,431.7 2,023.1 408.6 16.9% 32.6 1.3% 96% False False 253
100 2,431.7 1,875.3 556.4 23.0% 28.2 1.2% 97% False False 202
120 2,431.7 1,756.9 674.8 27.9% 31.1 1.3% 98% False False 169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,526.8
2.618 2,486.6
1.618 2,462.0
1.000 2,446.8
0.618 2,437.4
HIGH 2,422.2
0.618 2,412.8
0.500 2,409.9
0.382 2,407.0
LOW 2,397.6
0.618 2,382.4
1.000 2,373.0
1.618 2,357.8
2.618 2,333.2
4.250 2,293.1
Fisher Pivots for day following 08-Sep-2025
Pivot 1 day 3 day
R1 2,414.0 2,411.1
PP 2,411.9 2,406.2
S1 2,409.9 2,401.3

These figures are updated between 7pm and 10pm EST after a trading day.

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